Enrico Guastaldi wrote:
> I would to reach an Index list with a bold capital letter at the
> beginning of each section of index, i.e. something like this:
> 
> M
> mathematical expectation, 50
> matrix
>    scatter plot matrix, 88
> mean squared error, 204
> mean standardized error, 205
> 
> N
> Natural neighbour, 191
> Natural Neighbour interpolation, 114
> 
> 
> I've already seen that Lyx under MacOS produces the result that I need
> starting from the same document.lyx, but I'm using Linux, and my version
> does not produce the index list as I want.

Then the MacOS machine probably had xindy installed, which produces this 
output by default.

The most easy solution is to install xindy and do Tools->Reconfigure in LyX.

The requested design can also be achieved with makeindex, if you use a 
respective index style file (*.ist), but xindy is recommended anyway.

Jürgen

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